Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47792.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46397.68 Kr¶

PnL: ---------------------------------------> -490.89 Kr¶

DD now: ---------------------------------> -1.722 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:37:32.860387'

Anic Portfolio¶

Today¶

Return: 1.011 %¶

This Week¶

Return: 0.545 %¶

Total¶

Return: 56.461 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 6.240000 3276.000000 305.000000 10.270000 2971.000006
HEBA B 70 0.510000 2747.500000 111.500000 4.230000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.580000 3446.400000 69.400000 2.060000 3377.000000
Corem Property Group B 59 1.930000 623.040000 46.040000 7.980000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.090000 386.100000 31.100000 8.760000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.240000 600.820000 26.820000 4.670000 573.999998
MedCap 2 1.590000 447.000000 26.000000 6.180000 421.000000
AcadeMedia 12 0.330000 581.280000 24.280000 4.360000 557.000004
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
HMS Networks 2 0.470000 689.600000 16.600000 2.470000 673.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Boozt 12 2.730000 1669.200000 15.200000 0.920000 1653.999996
Intrum 4 0.750000 540.200000 13.200000 2.500000 527.000000
Coor Service Management Hold. 8 1.960000 540.400000 8.400000 1.580000 532.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.590000 566.250000 2.250000 0.400000 564.000000
Essity B 2 0.810000 575.800000 1.800000 0.310000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.680000 567.600000 -2.400000 -0.420000 570.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.300000 242.880000 -3.120000 -1.270000 246.000000
CTEK 13 1.260000 523.900000 -10.100000 -1.890000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.630000 3442.300000 -11.700000 -0.340000 3453.999992
Midsona B 63 1.260000 555.030000 -27.970000 -4.800000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.190000 539.500000 -55.070000 -9.260000 594.565215
Axfood 13 -0.140000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 2.970000 1468.800000 -195.200000 -11.730000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46397.680000 -490.890000 -1.72176% 46888.564618

Updated:¶

'2023-01-20 11:37:45.395624'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶